Tour v490
TEVA
TEVA PHARMACEUTICAL ADR
$34.43 -0.09%
$34.41 (-0.06%)🌙
as of 08/04 07:16 PM
8/4 19:16

Option Volume

Detail
Current (08/04) 1,135
Calls: 907 (80%)
Puts: 228 (20%)
Prior (08/03) 6,424
Calls: 4,970 (77%)
Puts: 1,454 (23%)
Current vs Prior -82.33%
Calls: -81.75% (Calls)
Puts: -84.32% (Puts)
Prior 7-Day Total 99,119
Calls: 61,678 (62%)
Puts: 37,441 (38%)
Prior 7-Day Average 14,159
Calls: 8,811 (62%)
Puts: 5,348 (38%)
Current vs Prior 7-Day Avg -91.98%
Calls: -89.71%
Puts: -95.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $227.0K
Calls: $206.1K (91%)
Puts: $20.9K (9%)
Prior (08/03) $1.21M
Calls: $1.08M (90%)
Puts: $126.6K (10%)
Current vs Prior -81.22%
Calls: -80.96%
Puts: -83.49%
Prior 7-Day Total $11.91M
Calls: $10.27M (86%)
Puts: $1.64M (14%)
Prior 7-Day Average $1.70M
Calls: $1.47M (86%)
Puts: $234.1K (14%)
Current vs Prior 7-Day Avg -86.66%
Calls: -85.96%
Puts: -91.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.25
Prior (08/03) 0.29
Current vs Prior -14.07%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -73.01%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 55,424
Calls: 50,835 (92%)
Puts: 4,589 (8%)
Prior (08/03) 89,611
Calls: 77,489 (86%)
Puts: 12,122 (14%)
Current vs Prior -38.15%
Prior 7-Day Total 1,577,492
Calls: 1,249,055 (79%)
Puts: 328,437 (21%)
Prior 7-Day Average 225,356
Calls: 178,436 (79%)
Puts: 46,919 (21%)
Current vs Prior 7-Day Avg -75.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.97% | 5.84%7.38% | 11.85%
Prior 4.47% | 5.98%7.34% | 11.87%
Current vs Prior +11.14% | -2.34%+0.48% | -0.16%
Prior 7-Day Avg 6.16% | 7.94%9.46% | 13.59%
Current vs 7-Day Avg -19.37% | -26.46%-22.05% | -12.80%
Prior 7-Day Eod 4.47% | 5.98%7.34% | 11.87%
Current vs 7-Day Eod +11.14% | -2.34%+0.48% | -0.16%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Prior 169.44% | 20.42%
Calls: 300.00% | 18.97%
Puts: 38.89% | 21.88%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 114.14% | 29.86%
Calls: 182.23% | 16.97%
Puts: 46.05% | 42.75%
Current vs 7-Day Avg +48.45% | -31.61%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($206.1K) vs puts ($20.9K). Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 82% vs prior. Extreme bullish P/C ratio of 0.25 - heavy call buying (907 calls vs 228 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 216.156.75$6.459.3%100.9753
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 16 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$28.00Aug 75.956.80$6.3813.3%10.99--
$28.00Aug 216.156.75$6.459.3%100.9753
$29.00Aug 75.005.80$5.4014.8%10.94--
$30.00Sep 184.605.15$4.8811.3%70.88--
$33.00Aug 71.251.73$1.4932.2%1010.82478
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Aug 141.362.16$1.7645.5%30.7536
$35.00Aug 70.701.22$0.9654.2%10.63--
$36.00Sep 182.432.74$2.5912.0%10.6074
$35.00Sep 181.842.09$1.9712.7%50.52--

Most actively traded options today. High liquidity = easy entry/exit. 53 active (total vol 861, top 200)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$36.00Aug 140.260.36$0.3132.3%2000.25379
$33.00Aug 211.812.12$1.9715.7%1240.734.7K
$33.00Aug 71.251.73$1.4932.2%1010.82478
$35.00Aug 70.240.50$0.3770.3%530.39275
$34.00Sep 111.682.13$1.9023.7%210.57--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$34.00Aug 140.560.88$0.7244.4%550.41--
$33.50Aug 70.010.31$0.16187.5%470.2135
$33.00Aug 140.270.44$0.3647.2%220.2526
$32.00Sep 180.560.89$0.7345.2%160.262.0K
$34.00Sep 181.171.60$1.3930.9%140.42438

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 44.9%, max 205.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$28.00Aug 7Aug 21107.8%51.3%110.2%1153
$37.00Aug 7Aug 2167.2%37.0%81.7%2012.7K
$33.00Aug 7Sep 1860.4%37.2%62.1%122478
$34.00Aug 7Sep 1150.3%34.9%43.9%28--
$35.00Aug 7Sep 1144.7%35.7%25.3%54275
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$30.00Aug 7Sep 18111.2%36.4%205.7%15--
$34.00Aug 7Sep 1850.3%34.5%45.8%15438
$35.00Aug 7Sep 1844.7%37.6%19.1%6--
$33.50Aug 7Aug 1444.0%38.2%15.3%4835
$33.00Aug 14Sep 1840.4%37.2%8.5%25596

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 12.33, avg 2.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$38.00$40.00Aug 21$0.15$1.85$0.1512.33$38.15
$38.00$40.00Sep 18$0.29$1.71$0.295.90$38.29
$36.00$37.00Aug 21$0.21$0.79$0.213.76$36.21
$36.00$38.00Sep 4$0.56$1.44$0.562.57$36.56
$35.00$36.00Aug 7$0.29$0.71$0.292.45$35.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$31.50$30.00Aug 7$0.17$1.33$0.177.82$31.33
$32.00$31.00Sep 18$0.20$0.80$0.204.00$31.80
$33.50$33.00Aug 14$0.11$0.39$0.113.55$33.39
$31.00$30.00Sep 18$0.25$0.75$0.253.00$30.75
$34.00$33.00Sep 4$0.28$0.72$0.282.57$33.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 8.62, avg 1.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$28.00$33.00Aug 21$4.48$4.48$0.528.62$32.48
$30.00$32.00Sep 18$1.53$1.53$0.473.26$31.53
$32.00$33.00Sep 18$0.70$0.70$0.302.33$32.70
$34.00$35.00Sep 11$0.56$0.56$0.441.27$34.56
$34.50$35.00Aug 7$0.27$0.27$0.231.17$34.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$36.00$35.00Sep 18$0.62$0.62$0.381.63$35.38
$35.00$34.00Aug 7$0.59$0.59$0.411.44$34.41
$35.00$34.00Sep 18$0.58$0.58$0.421.38$34.42
$36.00$34.00Aug 14$1.04$1.04$0.961.08$34.96
$34.00$33.50Aug 14$0.25$0.25$0.251.00$33.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.39, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$28.00Aug 7Aug 21$0.07107.8%51.3%
$38.00Aug 21Sep 4$0.1342.9%36.5%
$37.00Aug 7Aug 21$0.1567.2%37.0%
$40.00Aug 21Sep 18$0.2045.5%36.4%
$36.00Aug 7Aug 14$0.2339.7%38.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$30.00Aug 7Sep 18$0.17111.2%36.4%
$33.00Aug 14Aug 28$0.2440.4%35.8%
$33.50Aug 7Aug 14$0.3144.0%38.2%
$34.00Aug 7Aug 14$0.3550.3%41.0%
$32.00Aug 21Sep 18$0.4438.9%36.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 3.86% of stock, avg 8.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.00Aug 7$0.37$0.96$1.33$33.67$36.333.86%
$34.00Aug 7$1.16$0.37$1.53$32.47$35.534.44%
$36.00Aug 14$0.31$1.76$2.07$33.93$38.076.01%
$34.00Sep 4$1.79$1.20$2.99$31.01$36.998.68%
$33.00Sep 18$2.65$1.09$3.74$29.26$36.7410.86%
$36.00Sep 18$1.24$2.59$3.83$32.17$39.8311.12%
$32.00Sep 18$3.35$0.73$4.08$27.92$36.0811.85%
$30.00Sep 18$4.88$0.28$5.16$24.84$35.1614.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 49 found (cheapest 0.52% of stock, avg 3.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$36.50$30.00Aug 7$0.07$0.11$0.18$29.82$36.68
$36.00$30.00Aug 7$0.08$0.11$0.19$29.81$36.19
$36.50$33.50Aug 7$0.07$0.16$0.23$33.27$36.73
$36.00$33.50Aug 7$0.08$0.16$0.24$33.26$36.24
$37.00$30.00Aug 7$0.14$0.11$0.25$29.75$37.25
$37.00$33.50Aug 7$0.14$0.16$0.30$33.20$37.30
$36.50$31.50Aug 7$0.07$0.28$0.35$31.15$36.85
$36.00$31.50Aug 7$0.08$0.28$0.36$31.14$36.36
$40.00$32.00Aug 21$0.10$0.29$0.39$31.61$40.39
$37.00$31.50Aug 7$0.14$0.28$0.42$31.08$37.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 2.70, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
33/3435/36Aug 28$0.73$0.272.70$33.27$35.73
34/3536/38Sep 18$1.23$0.771.60$33.77$37.23
33/3435/36Sep 4$0.59$0.411.44$33.41$35.59
30/3133/36Sep 18$1.66$1.341.24$29.34$34.66
31/3233/36Sep 18$1.61$1.391.16$30.39$34.61
32/3336/38Sep 18$1.01$0.991.02$31.99$37.01
34/3435/36Aug 7$0.50$0.501.00$33.50$35.50
33/3436/38Sep 18$0.95$1.050.90$33.05$36.95
30/3234/34Aug 7$0.69$0.810.85$30.81$34.69
35/3638/40Sep 18$0.91$1.090.83$35.09$38.91

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 5.25, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$36.00$36.50$37.00Aug 7$0.08$0.425.25
$36.00$37.00$38.00Aug 21$0.17$0.834.88
$36.00$38.00$40.00Sep 18$0.36$1.644.56
$35.00$36.00$37.00Aug 21$0.21$0.793.76
$34.00$35.00$36.00Sep 4$0.23$0.773.35
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$31.00$32.00$33.00Sep 18$0.16$0.845.25
$33.00$33.50$34.00Aug 14$0.14$0.362.57
$33.00$34.00$35.00Sep 18$0.28$0.722.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.01, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$38.00$40.001:2Sep 18-$0.01$1.99
$35.00$36.001:2Aug 21-$0.08$0.92
$36.00$37.001:2Aug 21-$0.08$0.92
$37.00$38.001:2Aug 21-$0.21$0.79
$35.00$36.001:2Aug 28-$0.32$0.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$30.00$28.001:2Sep 18-$0.24$1.76
$33.50$31.501:2Aug 7-$0.40$1.60
$34.00$33.001:2Aug 28-$0.26$0.74
$32.00$31.001:2Sep 18-$0.33$0.67
$33.00$32.001:2Sep 18-$0.37$0.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 3.02%, avg 1.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$36.00Sep 18$1.040.414.6%3.02%7.58%111.7K
$35.00Sep 11$1.030.471.7%2.99%4.65%1--
$35.00Aug 28$0.950.471.7%2.76%4.41%1998
$35.00Sep 4$0.910.471.7%2.64%4.30%1--
$35.00Aug 21$0.740.441.7%2.15%3.80%10--
$36.00Aug 28$0.610.354.6%1.77%6.33%16--
$36.00Sep 4$0.530.374.6%1.54%6.10%254
$38.00Sep 18$0.490.2410.4%1.42%11.79%3--
$36.00Aug 21$0.430.304.6%1.25%5.81%10--
$34.50Aug 7$0.270.530.2%0.78%0.99%13

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 907
Total Puts 228
Put/Call Ratio 0.25
Net Difference 679

Prior's Put/Call Breakdown

Total Calls 4,970
Total Puts 1,454
Put/Call Ratio 0.29
Net Difference 3,516

Prior 7-Day Put/Call Summary

Total Calls 61,678
Total Puts 37,441
Average Put/Call Ratio 0.93
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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